Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-14 0.513911 0.576434 0.647451 0.734945 0.841049 0.967172 1.130950
2025-09-21 0.436597 0.512898 0.605981 0.730417 0.896527 1.117146 1.444621
2025-09-28 0.380853 0.461840 0.565710 0.713121 0.925002 1.233139 1.747831
2025-10-05 0.359791 0.449678 0.570690 0.753061 1.036361 1.492059 2.369098
2025-10-12 0.350539 0.450770 0.592132 0.818288 1.199207 1.884309 3.450542
2025-10-19 0.322700 0.422141 0.566424 0.806081 1.231632 2.058242 4.209471
2025-10-26 0.302955 0.402734 0.551454 0.807635 1.287176 2.296694 5.339287
2025-11-02 0.279721 0.375846 0.521730 0.779354 1.279778 2.396954 6.176527
2025-11-09 0.255724 0.345884 0.484262 0.732485 1.226218 2.371920 6.573275
2025-11-16 0.242005 0.330580 0.468839 0.722820 1.246872 2.540080 7.975660
2025-11-23 0.238230 0.330273 0.477649 0.758456 1.372358 3.049374 12.118808
2025-11-30 0.228415 0.319614 0.468002 0.757459 1.414916 3.342096 16.061345
2025-12-07 0.216529 0.305490 0.452337 0.744956 1.433540 3.593845 21.293213
2025-12-14 0.206843 0.294320 0.440890 0.739578 1.469672 3.941056 30.693292
2025-12-21 0.196226 0.280934 0.424411 0.721643 1.469132 4.153313 41.527827
2025-12-28 0.194588 0.282381 0.434699 0.762148 1.641551 5.290677 121.551748
2026-01-04 0.195920 0.288908 0.454949 0.828487 1.919735 7.474718 3254.152083
2026-01-11 0.187820 0.278505 0.442069 0.816025 1.942779 8.165194 NaN
2026-01-18 0.181904 0.271595 0.435399 0.817593 2.015759 9.404756 NaN
2026-01-25 0.173221 0.259309 0.417290 0.788796 1.971708 9.604231 NaN
2026-02-01 0.163108 0.244062 0.392499 0.741097 1.848120 8.935337 NaN
2026-02-08 0.157533 0.236731 0.383090 0.731264 1.865864 9.714461 NaN
2026-02-15 0.156873 0.238195 0.391368 0.767522 2.076070 13.272972 NaN